-68.3%
SOXL vs W
+86.5%
-154.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.4% | -11.4% | -11.3% |
| 7D | +26.9% | +0.2% | +26.7% | +27.4% |
| 30D | -47.2% | +6.8% | -54.1% | -47.6% |
| 3M | -59.9% | +10.7% | -70.5% | -61.6% |
| 6M | -68.3% | +86.3% | -154.7% | -84.8% |
| All | -68.3% | +86.5% | -154.9% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling